Arht Media Stock Market Value
| ARHTF Stock | USD 0.01 0.00 0.00% |
| Symbol | ARHT |
ARHT Media 'What if' Analysis
In the world of financial modeling, what-if analysis is part of sensitivity analysis performed to test how changes in assumptions impact individual outputs in a model. When applied to ARHT Media's otc stock what-if analysis refers to the analyzing how the change in your past investing horizon will affect the profitability against the current market value of ARHT Media.
| 07/05/2023 |
| 11/26/2024 |
If you would invest 0.00 in ARHT Media on July 5, 2023 and sell it all today you would earn a total of 0.00 from holding ARHT Media or generate 0.0% return on investment in ARHT Media over 510 days. ARHT Media is related to or competes with RenoWorks Software, LifeSpeak, RESAAS Services, Intouch Insight, CurrentC Power, Agent Information, and BASE. ARHT Media Inc., together with its subsidiaries, engages in the development, production, and distribution of digital hum... More
ARHT Media Upside/Downside Indicators
Understanding different market momentum indicators often help investors to time their next move. Potential upside and downside technical ratios enable traders to measure ARHT Media's otc stock current market value against overall market sentiment and can be a good tool during both bulling and bearish trends. Here we outline some of the essential indicators to assess ARHT Media upside and downside potential and time the market with a certain degree of confidence.
| Information Ratio | (0.14) | |||
| Maximum Drawdown | 38.85 | |||
| Value At Risk | (13.85) | |||
| Potential Upside | 8.33 |
ARHT Media Market Risk Indicators
Today, many novice investors tend to focus exclusively on investment returns with little concern for ARHT Media's investment risk. Other traders do consider volatility but use just one or two very conventional indicators such as ARHT Media's standard deviation. In reality, there are many statistical measures that can use ARHT Media historical prices to predict the future ARHT Media's volatility.| Risk Adjusted Performance | (0.08) | |||
| Jensen Alpha | (0.99) | |||
| Total Risk Alpha | (2.01) | |||
| Treynor Ratio | (1.02) |
Sophisticated investors, who have witnessed many market ups and downs, anticipate that the market will even out over time. This tendency of ARHT Media's price to converge to an average value over time is called mean reversion. However, historically, high market prices usually discourage investors that believe in mean reversion to invest, while low prices are viewed as an opportunity to buy.
ARHT Media Backtested Returns
ARHT Media secures Sharpe Ratio (or Efficiency) of -0.12, which signifies that the company had a -0.12% return per unit of risk over the last 3 months. ARHT Media exposes eighteen different technical indicators, which can help you to evaluate volatility embedded in its price movement. Please confirm ARHT Media's Standard Deviation of 7.23, risk adjusted performance of (0.08), and Mean Deviation of 3.96 to double-check the risk estimate we provide. The firm shows a Beta (market volatility) of 0.87, which signifies possible diversification benefits within a given portfolio. ARHT Media returns are very sensitive to returns on the market. As the market goes up or down, ARHT Media is expected to follow. At this point, ARHT Media has a negative expected return of -0.87%. Please make sure to confirm ARHT Media's information ratio, as well as the relationship between the potential upside and day median price , to decide if ARHT Media performance from the past will be repeated in the future.
Auto-correlation | 0.83 |
Very good predictability
ARHT Media has very good predictability. Overlapping area represents the amount of predictability between ARHT Media time series from 5th of July 2023 to 16th of March 2024 and 16th of March 2024 to 26th of November 2024. The more autocorrelation exist between current time interval and its lagged values, the more accurately you can make projection about the future pattern of ARHT Media price movement. The serial correlation of 0.83 indicates that around 83.0% of current ARHT Media price fluctuation can be explain by its past prices.
| Correlation Coefficient | 0.83 | |
| Spearman Rank Test | 0.65 | |
| Residual Average | 0.0 | |
| Price Variance | 0.0 |
ARHT Media lagged returns against current returns
Autocorrelation, which is ARHT Media otc stock's lagged correlation, explains the relationship between observations of its time series of returns over different periods of time. The observations are said to be independent if autocorrelation is zero. Autocorrelation is calculated as a function of mean and variance and can have practical application in predicting ARHT Media's otc stock expected returns. We can calculate the autocorrelation of ARHT Media returns to help us make a trade decision. For example, suppose you find that ARHT Media has exhibited high autocorrelation historically, and you observe that the otc stock is moving up for the past few days. In that case, you can expect the price movement to match the lagging time series.
Current and Lagged Values |
| Timeline |
ARHT Media regressed lagged prices vs. current prices
Serial correlation can be approximated by using the Durbin-Watson (DW) test. The correlation can be either positive or negative. If ARHT Media otc stock is displaying a positive serial correlation, investors will expect a positive pattern to continue. However, if ARHT Media otc stock is observed to have a negative serial correlation, investors will generally project negative sentiment on having a locked-in long position in ARHT Media otc stock over time.
Current vs Lagged Prices |
| Timeline |
ARHT Media Lagged Returns
When evaluating ARHT Media's market value, investors can use the concept of autocorrelation to see how much of an impact past prices of ARHT Media otc stock have on its future price. ARHT Media autocorrelation represents the degree of similarity between a given time horizon and a lagged version of the same horizon over the previous time interval. In other words, ARHT Media autocorrelation shows the relationship between ARHT Media otc stock current value and its past values and can show if there is a momentum factor associated with investing in ARHT Media.
Regressed Prices |
| Timeline |
Currently Active Assets on Macroaxis
Other Information on Investing in ARHT OTC Stock
ARHT Media financial ratios help investors to determine whether ARHT OTC Stock is cheap or expensive when compared to a particular measure, such as profits or enterprise value. In other words, they help investors to determine the cost of investment in ARHT with respect to the benefits of owning ARHT Media security.